+177.2%
CPB vs PTEN
+1,889.0%
-1,711.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | -7.2% | +31.2% | -38.5% | -8.1% |
| 3M | +0.9% | +2.0% | -1.1% | +0.7% |
| 6M | -11.8% | +42.4% | -54.2% | -13.2% |
| YTD | -19.4% | +109.2% | -128.6% | -21.8% |
| 1Y | -30.4% | +122.3% | -152.7% | -32.7% |
| 3Y | -40.2% | -5.6% | -34.6% | -40.8% |
| 5Y | -39.5% | +86.5% | -126.0% | -42.4% |
| 10Y | -47.4% | -22.1% | -25.3% | -50.3% |
| All | +177.2% | +1,889.0% | -1,711.8% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling